Concepedia

Annuitization Modeling

Annuitization Modeling is a quantitative framework within life insurance analytics that characterizes the process of converting accumulated pension or insurance funds into a stream of periodic payments, distinguished by its focus on optimizing payout structures, mortality risk integration, and longevity uncertainty assessment for individual or cohort annuitants.

179

Publications

8.2K

Citations

257

Authors

191

Institutions

Publications per year

2017–2026

21

Parents

Publications

179

Mortality derivatives and the option to annuitise

Moshe A. Milevsky, S. David Promislow · Insurance Mathematics and Economics · 2001 · 330 citations

, , +11

<scp>Securitization of Mortality Risks in Life Annuities</scp>

Yijia Lin, Samuel H. Cox · Journal of Risk & Insurance · 2005 · 325 citations

, , +14

Annuitization and asset allocation

Moshe A. Milevsky, Virginia R. Young · Journal of Economic Dynamics and Control · 2007 · 283 citations

, , +12

The effects of subjective survival on retirement and Social Security claiming

Michael D. Hurd, James P. Smith, Julie Zissimopoulos · Journal of Applied Econometrics · 2004 · 249 citations

, , +17

Variable annuities: A unifying valuation approach

Anna Rita Bacinello, Pietro Millossovich, Annamaria Olivieri et al. · Insurance Mathematics and Economics · 2011 · 188 citations

, , +14

1–5 of 179

Authors

257

  1. MA
    Moshe A. Milevsky

    York University, Canada

    11 publications · 1.2K citations

    11

    h-index

  2. OS
    Olivia S. Mitchell

    University of Pennsylvania, United States

    9 publications · 396 citations

    9

    h-index

  3. RM
    Raimond Maurer

    Goethe University Frankfurt, Germany

    8 publications · 320 citations

    8

    h-index

  4. VR
    Virginia R. Young

    University of Michigan, United States

    6 publications · 557 citations

    6

    h-index

  5. JR
    Jeffrey R. Brown

    University of Illinois Urbana-Champaign, United States

    5 publications · 95 citations

    5

    h-index

1–5 of 257

Institutions

191

  1. York University

    Toronto, Canada

    12 h-index

    16 publications

    1.8K citations

  2. University of Pennsylvania

    Philadelphia, United States

    10 h-index

    11 publications

    562 citations

  3. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    17 publications

    672 citations

  4. Goethe University Frankfurt

    Frankfurt am Main, Germany

    7 h-index

    18 publications

    827 citations

  5. UCLouvain

    Louvain-la-Neuve, Belgium

    6 h-index

    7 publications

    195 citations

  6. UNSW Sydney

    Sydney, Australia

    6 h-index

    9 publications

    504 citations

  7. University of St.Gallen

    Saint Gallen, Switzerland

    6 h-index

    7 publications

    169 citations

  8. City, University of London

    London, United Kingdom

    6 h-index

    10 publications

    299 citations

1–8 of 191

Venues

  1. Insurance Mathematics and Economics

    42 publications · 2.3K citations

    27

    h-index

  2. SSRN Electronic Journal

    Repository · 29 publications · 962 citations

    18

    h-index

  3. Journal of Risk & Insurance

    14 publications · 807 citations

    14

    h-index

  4. North American Actuarial Journal

    NAAJ · 10 publications · 491 citations

    10

    h-index

  5. Journal of Public Economics

    6 publications · 369 citations

    6

    h-index

1–5